Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 20.45% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 22,198 CHF | 5,440 CHF | 99.66% | 99.66% |
12/07/2024 | 18.31% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 24,836 CHF | 5,967 CHF | 99.01% | 99.01% |
11/07/2024 | 17.83% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 26,019 CHF | 6,204 CHF | 99.09% | 99.09% |
10/07/2024 | 18.11% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 25,123 CHF | 6,025 CHF | 100.00% | 100.00% |
09/07/2024 | 14.58% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 32,024 CHF | 7,405 CHF | 100.00% | 100.00% |
08/07/2024 | 13.36% | 0.06 CHF | 0.07 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 35,007 CHF | 8,001 CHF | 98.38% | 98.38% |
05/07/2024 | 13.35% | 0.07 CHF | 0.08 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 34,977 CHF | 7,995 CHF | 98.89% | 98.89% |
04/07/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 35,000 CHF | 8,000 CHF | 100.00% | 100.00% |
03/07/2024 | 16.98% | 0.06 CHF | 0.07 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 27,182 CHF | 6,436 CHF | 99.98% | 99.98% |
02/07/2024 | 22.42% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 19,850 CHF | 4,970 CHF | 98.75% | 98.75% |